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26 May 2017
FX option expiries for today NY cut
FX option expiries for today NY cut at 10:00ET, via DTCC, can be found below.
EURUSD: 1.1000 (EUR 3.63bln) 1.1050-60 (955m) 1.1100 (660m) 1.1130 (530m) 1.1200 (1.1bln) 1.1250 (500m)
USDJPY: 110.00 (USD 692m) 110.30 (626m) 111.00 (1.15bln) 111.25-35 (1.2bln) 111.50 (545m) 112.00 (742m) 112.50 (531m)
NZDUSD: 0.6950-60 (NZD 627m)